Credit Risk Modeler
We’re looking for a Credit Risk Modeler! Reach out if you’re interested and feel free to refer friends/colleagues!
Type of Employment: Contract
Title: Credit Risk Modeler
Term: 6-month Contract – Toronto
Location: Remote for now
Job ID number: C1030
Brief description of duties:
The client’s Wholesale Credit Risk team requires support for the research and development of quantitative risk modeling methodologies and related strategies in support of the management of risks arising from business/group portfolios and products. Applies knowledge of analytics algorithms and technologies to develop forward-looking models and analytic solutions that ensure risks are properly identified, understood and risk-related strategies are enabled. Summarizes statistical findings, draws business conclusions, and presents actionable business recommendations used in the management of risks and related activities e.g. associated internal controls; enterprise-wide stress testing and scenario analysis; capital modeling; valuations. Drives innovation through the development of data products that can be leveraged across the organization and establishes best practices as well influences data governance guidelines and policies. Support all stages in the model development, model validation, and/or model monitoring process including the completion of model documentation and responding to stakeholder questions. May specialize in one or more risk categories e.g. Credit Risk, Market Risk, Interest Rate Risk, etc.
- Data preparation, data analysis, and statistical toolsets including but not limited to Spotfire, Tableau, SQL, SAS, R, Python, MATLAB, SPSS.
- Strong Credit Risk Modeling with strong intent to drive efficiency/automation
- Strong writing and communication skills
Nice to haves:
- Relevant experience in risk, capital, and/or treasury management is preferred.
- FRM Certification, CFA, CRM (certified risk manager), chartered enterprise risk analyst (CERA), PRM (professional risk manager)
- Commercial Lending / Commercial Credit Risk
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